Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.521699 0.582820 0.651146 0.733763 0.831732 0.945182 1.087955
2024-12-01 00:00:00+00:00 0.429572 0.501221 0.586480 0.696967 0.838717 1.017873 1.267192
2024-12-08 00:00:00+00:00 0.368823 0.444131 0.537970 0.666177 0.841242 1.079081 1.440301
2024-12-15 00:00:00+00:00 0.339143 0.420256 0.525708 0.677172 0.896987 1.218353 1.754080
2024-12-22 00:00:00+00:00 0.320417 0.407464 0.525109 0.702223 0.974900 1.404112 2.193832
2024-12-29 00:00:00+00:00 0.300520 0.390406 0.515888 0.712538 1.031415 1.568285 2.654058
2025-01-05 00:00:00+00:00 0.282706 0.374117 0.505392 0.718627 1.081217 1.731829 3.177354
2025-01-12 00:00:00+00:00 0.264622 0.355556 0.489256 0.713107 1.109703 1.862906 3.690027
2025-01-19 00:00:00+00:00 0.243319 0.330427 0.460636 0.683397 1.089998 1.895520 3.987144
2025-01-26 00:00:00+00:00 0.232876 0.320637 0.454688 0.690667 1.139033 2.080688 4.777891
2025-02-02 00:00:00+00:00 0.223884 0.312268 0.450048 0.699319 1.191883 2.288944 5.775695
2025-02-09 00:00:00+00:00 0.212779 0.299761 0.437522 0.692190 1.211503 2.425515 6.647707
2025-02-16 00:00:00+00:00 0.203329 0.289593 0.428620 0.691863 1.248110 2.623656 7.964419
2025-02-23 00:00:00+00:00 0.189641 0.271765 0.405431 0.662016 1.215495 2.630589 8.513407
2025-03-02 00:00:00+00:00 0.177765 0.256217 0.385094 0.635710 1.187069 2.643098 9.126401
2025-03-09 00:00:00+00:00 0.173063 0.252116 0.384239 0.647504 1.248876 2.940638 11.619169
2025-03-16 00:00:00+00:00 0.170626 0.251553 0.389459 0.671996 1.346286 3.393555 16.037200
2025-03-23 00:00:00+00:00 0.166271 0.247455 0.387949 0.682303 1.410511 3.769700 21.088290
2025-03-30 00:00:00+00:00 0.161650 0.242611 0.384671 0.688411 1.465197 4.142261 27.669193
2025-04-06 00:00:00+00:00 0.155935 0.235549 0.376744 0.683440 1.488609 4.406335 34.470281
2025-04-13 00:00:00+00:00 0.147770 0.223821 0.359301 0.655555 1.442060 4.354998 36.651527
2025-04-20 00:00:00+00:00 0.144348 0.220289 0.357278 0.662498 1.498937 4.799044 50.798679
2025-04-27 00:00:00+00:00 0.141269 0.217200 0.355876 0.670712 1.561822 5.319224 74.069532